Regular Lévy Processes of Exponential type in 1D
In: Non-Gaussian Merton-Black-Scholes Theory
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KeywordsNon-Gaussian Models; Merton-Black-Scholes Theory; Levy Processes; American Options; European Options; Feller Processes;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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